Risk Modelling Analyst
- Nov 23, 2021
Global bank seeks a Risk Modelling analyst to measure and control the Interest Rate Risk in the Banking Book as part of its expanding Market and Structural Risk team.
As a responsible bank, we're committed to managing our risks. To help us do this, we're now seeking a Market and Structural Risk Analyst to measure and control the Interest Rate Risk in the Banking Book.
You'll join our Market and Structural Risk team, a dynamic and leading-edge function which supports and adds value to the business by developing internal risk models to monitor, report and control the risk exposure of the bank through a range of risk metrics and scenarios. What you'll be doing
What we're looking for
- Identifying, measuring and reporting of market risks taking action to remediate or escalate issues.
- Proactively supporting the bank in meeting its business, regulatory and stakeholder obligations in respect of non-traded market risk by developing models and analyses and reports to assess the interest rate risk exposures of the bank.
- Analysing and reporting market risk exposures to support protecting the organisation through a robust risk management framework.
- Providing reports and MI for senior management, committees and the Regulator.
- Strong numerate background with a logical approach to problem solving, ideally to degree level.
- Good understanding of market risk methodologies for measurement, monitoring and stress testing.
- Proven knowledge of markets and financial instruments particularly derivatives and fixed income, including valuation models and hedging).
- Good technical skills with knowledge of statistical measurement techniques.
- Sound analytical and communication skills, both written and verbal.
- Degree and/or masters or equivalent experience in a mathematical or financial subject.
- Ability to manage time by prioritising workloads to meet prescribed deadlines.
Morgan McKinley is acting as an Employment Agency and references to pay rates are indicative. BY APPLYING FOR THIS ROLE YOU ARE AGREEING TO OUR TERMS OF SERVICE WHICH TOGETHER WITH OUR PRIVACY STATEMENT GOVERN YOUR USE OF MORGAN MCKINLEY SERVICES.